+116.3%
CLF vs PSX
+371.8%
-255.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.7% |
| 7D | +6.5% | +2.8% | +3.7% | +4.6% |
| 30D | +0.2% | +27.8% | -27.5% | -15.2% |
| 3M | -3.1% | +42.0% | -45.1% | -24.6% |
| 6M | +25.0% | +58.1% | -33.1% | -11.4% |
| YTD | -7.5% | +105.0% | -112.5% | -45.7% |
| 1Y | +11.5% | +104.9% | -93.4% | -35.0% |
| 3Y | -13.7% | +134.1% | -147.7% | -54.8% |
| 5Y | -47.0% | +363.8% | -410.8% | -84.2% |
| 10Y | +116.3% | +370.1% | -253.8% | -55.3% |
| All | +116.3% | +371.8% | -255.4% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling